Anic Equity

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Total return since start: 0.572 %

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Equity now: -----------------------------> 48033.32 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46638.42 Kr

PnL: ---------------------------------------> -250.15 Kr

DD now: ---------------------------------> -1.227 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-18 16:28:29.876935'

Anic Portfolio

Today

Return: 0.674 %

This Week

Return: 1.052 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 57.249 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	-0.730000	2849.000000	213.000000	8.080000	2636.000010
Beijer Electronics Group	26	0.840000	3130.400000	159.400000	5.370000	2971.000006
Corem Property Group B	59	-0.890000	656.670000	79.670000	13.810000	576.999999
Samhällsbyggnadsbo. i Norden B	20	-0.280000	432.800000	77.800000	21.920000	355.000000
Boozt	12	1.270000	1728.000000	74.000000	4.470000	1653.999996
HMS Networks	2	-0.110000	718.800000	45.800000	6.810000	673.000000
OEM International B	7	1.890000	566.300000	38.300000	7.250000	527.999997
Intrum	4	2.110000	557.720000	30.720000	5.830000	527.000000
Eastnine	4	3.160000	521.600000	30.600000	6.230000	491.000000
Norva24 Group	16	4.840000	568.320000	25.320000	4.660000	543.000000
FM Mattsson Mora Group B	50	-0.670000	2950.000000	23.000000	0.790000	2927.000000
Coor Service Management Hold.	8	0.950000	552.000000	20.000000	3.760000	532.000000
SAAB B	8	-0.050000	3392.800000	15.800000	0.470000	3377.000000
MedCap	2	-0.910000	436.000000	15.000000	3.560000	421.000000
Fastighetsbolag. Emilshus Pref	21	-0.180000	576.450000	14.450000	2.570000	562.000005
Samhällsbyggnadsbo. i Norden D	12	0.000000	259.680000	13.680000	5.560000	246.000000
AcadeMedia	12	1.110000	566.880000	9.880000	1.770000	557.000004
Resurs Holding	22	0.650000	582.340000	8.340000	1.450000	573.999998
Securitas B	6	1.160000	576.000000	6.000000	1.050000	570.000000
CTEK	13	3.180000	539.500000	5.500000	1.030000	533.999999
Creaspac SPAC	6	0.520000	581.400000	4.400000	0.760000	577.000002
Karnov Group	9	-1.640000	539.100000	3.100000	0.580000	536.000004
Swedbank A	3	1.130000	565.350000	1.350000	0.240000	564.000000
Essity B	2	-1.480000	571.400000	-2.600000	-0.450000	574.000000
Handelsbanken A	5	-0.320000	542.250000	-3.750000	-0.690000	546.000000
Midsona B	63	-0.760000	578.970000	-4.030000	-0.690000	582.999984
Essity A	4	-2.060000	1142.000000	-7.000000	-0.610000	1149.000000
Nordea Bank Abp	29	-0.270000	3439.980000	-14.020000	-0.410000	3453.999992
International Petroleum Corp.	5	2.850000	558.500000	-36.070000	-6.070000	594.565215
Vivesto	1368	0.000000	558.960000	-54.040000	-8.820000	612.999432
Sampo Oyj SDB	7	-0.930000	3745.000000	-105.000000	-2.730000	3850.000000
Axfood	13	1.340000	3636.100000	-119.900000	-3.190000	3756.000001
OX2	18	0.710000	1524.600000	-139.400000	-8.380000	1663.999992
Ovzon	52	4.420000	3068.000000	-294.000000	-8.740000	3361.999992
Fasadgruppen Group	35	-0.910000	3426.500000	-384.500000	-10.090000	3810.999990
TOTAL			46639.370000	-249.200000	-1.2248%	46888.564618

Updated:

'2023-01-18 16:27:50.163719'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.